+404.3%
META vs WAB
+287.6%
+116.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.2% |
| 7D | -0.8% | +1.4% | -2.2% | -1.3% |
| 30D | -15.4% | +0.4% | -15.8% | -15.5% |
| 3M | +3.5% | -3.8% | +7.4% | +4.9% |
| 6M | -0.3% | +5.1% | -5.4% | -2.8% |
| YTD | -7.3% | +33.3% | -40.6% | -17.4% |
| 1Y | -1.1% | +39.8% | -40.9% | -13.4% |
| 3Y | +95.1% | +161.1% | -66.0% | +37.2% |
| 5Y | +80.6% | +209.5% | -128.9% | +20.2% |
| All | +404.3% | +287.6% | +116.6% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling